Composer · investment strategy
by Composer Technologies · via Composer
A cautious switcher between 3× S&P 500 (UPRO) and long Treasuries (TLT). It only buys 3× stocks when recent volatility is low and stocks aren’t “hot”; otherwise it sits in TLT. Uses 15 short lookbacks, averages their votes, and rebalances daily since 2009.
Description from Composer
of the return and risk figures:as the source publishes them
What $10,000 would have become, from the strategy's own published history, against the S&P 500 over the same dates. The basis is labelled.
This strategy doesn’t publish a performance history we can chart.
Each rule is quoted word for word from the strategy's own documents.
No rules extracted from this strategy’s text yet.
1 positions as of 2026-10-11
: the platform's backtest holdings, not a client account.
Compares the stated rules with the holdings (or, where none are published, a mix estimated from returns), using tests fixed before any results were seen.
0.0% of weight in (IVV: 3.0%)
1 fund (SEC N-PORT, as of 2026-05-31)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 99% · 2026-10-11 ()
0.0% of weight in (SPY: 0%)
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100% · 2026-10-11 ()
1 of 4 funds in its are : UPRO
This strategy’s rules haven’t been extracted yet, so there’s no claim to compare with. The measurement is still shown. : 100%
Strategies that share its Aggressive risk label, from other sources first, strongest risk-adjusted return first.
Composer Technologies · Composer
Composer Technologies · Composer
How much of what we look for this strategy has, and why anything is missing. Fields that don't apply to it aren't counted.
4 missing
The text the rules are quoted from, with where it came from.
This strategy “surfs” between two funds every day: UPRO (a fund that aims to move about 3× as much as the S&P 500) and TLT (long‑term U.S. Treasury bonds). It runs 15 quick checks using recent 14–42 days of data:<br>- If the stock market (SPY) has been calm (small daily swings), AND its short‑term “heat score” (RSI: a 0–100 measure of recent ups vs downs) looks cooler than a cash‑like bond fund (SHY), that check buys UPRO.<br>- Otherwise it holds TLT.<br>The portfolio averages all 15 votes. More “UPRO votes” means more UPRO; jumpy or overheated markets push it into TLT.
A cautious switcher between 3× S&P 500 (UPRO) and long Treasuries (TLT). It only buys 3× stocks when recent volatility is low and stocks aren’t “hot”; otherwise it sits in TLT. Uses 15 short lookbacks, averages their votes, and rebalances daily since 2009.
Regime-aware, volatility-gated 3x stock/bond strategy (UPRO vs TLT). In calm markets it tilts to equities for higher upside. Out-of-sample: ~28.5% annualized vs SPY ~21.5%; diversification benefits but higher drawdowns and slightly lower Sharpe.
Backtest to 6/25/2009.
Every value on file, each labelled with its calculation basis and as-of date.
| Backtest final value (from $10,000) | $1.6M | 2026-10-11 | |
| Backtest regulatory fees | $3,623 | 2026-10-11 | |
| Backtest slippage cost | $29k | 2026-10-11 |
| AI categories (Composer) | daily rebalance, leveraged etfs, rsi momentum, stocks vs bonds, tactical allocation, volatility filter | 2026-10-11 | |
| Asset classes / instruments | equities | 2026-10-11 |
| Logic complexity (node count) | 178 | 2026-10-11 | |
| Rebalance frequency | daily | 2026-10-11 |
| Concentration (Herfindahl index, out-of-sample, as Composer reports it) | 0.88 | 2026-10-11 | |
| Ticker universe (assets the logic can hold) | show[ "SHY", "SPY", "TLT", "UPRO" ] | 2026-10-11 |
| Alpha vs SPY, out-of-sample (out-of-sample) | -0.02 | 2026-10-11 | |
| Beta vs SPY, out-of-sample (out-of-sample) | 1.51 | 2026-10-11 | |
| Correlation (R) vs SPY, out-of-sample (out-of-sample) | 0.77 | 2026-10-11 |
| Remixes (copies) | 6 | 2026-10-11 | |
| Watchers | 6 | 2026-10-11 |
| Community review status | ACTIVE | 2026-10-11 |
| Backtest length | 4,349 | 2026-10-11 | |
| Out-of-sample length | 883 | 2026-10-11 | |
| Return, backtest period (annualized) (backtest) | 34.39% | 2026-10-11 | |
| Return, backtest period (cumulative) (backtest) | 16k% | 2026-10-11 | |
| Return, out-of-sample period (annualized) (out-of-sample) | 28.46% | 2026-10-11 | |
| Return, out-of-sample period (cumulative) (out-of-sample) | 140.73% | 2026-10-11 | |
| Return, trailing 1 day (out-of-sample) | 0.14% | 2026-10-11 | |
| Return, trailing 1 month (out-of-sample) | -4.20% | 2026-10-11 | |
| Return, trailing 1 week (out-of-sample) | 0.65% | 2026-10-11 | |
| Return, trailing 1 year (backtest) | 13.86% | 2026-10-11 | |
| Return, trailing 1 year (out-of-sample) | 13.86% | 2026-10-11 | |
| Return, trailing 2 weeks (out-of-sample) | -1.29% | 2026-10-11 | |
| Return, trailing 3 months (out-of-sample) | -0.05% | 2026-10-11 | |
| SPY annualized return over the backtest window (backtest) | 15.18% | 2026-10-11 |
| Calmar ratio, backtest period (backtest) | 0.90 | 2026-10-11 | |
| Calmar ratio, out-of-sample period (out-of-sample) | 0.75 | 2026-10-11 | |
| Maximum drawdown, backtest period (backtest) | -38.18% | 2026-10-11 | |
| Maximum drawdown, out-of-sample period (out-of-sample) | -38.18% | 2026-10-11 | |
| Sharpe ratio, backtest period (backtest) | 1.26 | 2026-10-11 | |
| Sharpe ratio, out-of-sample period (out-of-sample) | 1.01 | 2026-10-11 | |
| Sortino ratio, backtest period (backtest) | 1.83 | 2026-10-11 | |
| Sortino ratio, out-of-sample period (out-of-sample) | 1.47 | 2026-10-11 | |
| Standard deviation, backtest period (backtest) | 26.23% | 2026-10-11 | |
| Standard deviation, out-of-sample period (out-of-sample) | 28.91% | 2026-10-11 |
| Annualized turnover, backtest period (backtest) | 22.96 | 2026-10-11 | |
| Annualized turnover, out-of-sample period (out-of-sample) | 22.18 | 2026-10-11 | |
| Daily win rate, backtest period (backtest) | 55.48% | 2026-10-11 | |
| Daily win rate, out-of-sample period (out-of-sample) | 54.25% | 2026-10-11 |
Composer Technologies · Composer
Composer Technologies · Composer
